QUANTCONNECT COMMUNITY
Hello
What is the best way available in quant connect to check a position's age?
I'm working on a script that close an asset position after x days. The problem is that if the algorithm stops, I loose this information when the algorythm is redeployed as variables get reinitialized. It's clear to me how to writevte code to check if my portfolio has an active position, but how can I check for how long this position has been active?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Shile Wen
Hi Pier,
To see how long the position is active when data is lost during redeploys, we can store the position enter date in self.ObjectStore and compute the timedelta to check if the desired amount of time has passed. I’ve shown how to do this in the attached backtest.
Best,
Shile Wen
Pier Paolo
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!